Anic Equity¶

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Total return since start: 0.691 %¶

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Equity now: -----------------------------> 51666.68 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48467.62 Kr¶

PnL: ---------------------------------------> -619.95 Kr¶

DD now: ---------------------------------> -0.535 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 13:10:30.229892'

Anic Portfolio¶

Today¶

Return: 0.053 %¶

This Week¶

Return: 8.71 %¶

Total¶

Return: 69.143 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 3.030000 802.000000 129.000000 19.170000 673.000000
Nordea Bank Abp 29 1.030000 3568.160000 114.160000 3.310000 3453.999992
FM Mattsson Mora Group B 54 -3.790000 3294.000000 114.000000 3.580000 3180.000006
HEBA B 70 1.960000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 1.360000 3463.200000 86.200000 2.550000 3377.000000
Swedbank A 3 2.590000 616.800000 52.800000 9.360000 564.000000
Fasadgruppen Group 38 0.550000 4187.600000 46.600000 1.130000 4140.999992
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
Resurs Holding 22 0.830000 616.440000 42.440000 7.390000 573.999998
AcadeMedia 12 0.530000 594.480000 37.480000 6.730000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.500000 389.400000 34.400000 9.690000 355.000000
Intrum 4 2.190000 551.200000 24.200000 4.590000 527.000000
Norva24 Group 16 -1.670000 566.400000 23.400000 4.310000 543.000000
OEM International B 7 1.290000 549.500000 21.500000 4.070000 527.999997
Securitas B 6 2.410000 585.840000 15.840000 2.780000 570.000000
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 0.970000 539.200000 7.200000 1.350000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.780000 249.120000 3.120000 1.270000 246.000000
Karnov Group 9 -0.500000 537.300000 1.300000 0.240000 536.000004
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.280000 545.750000 -0.250000 -0.050000 546.000000
Corem Property Group B 59 1.990000 574.950000 -2.050000 -0.360000 576.999999
Midsona B 63 0.770000 579.600000 -3.400000 -0.580000 582.999984
Boozt 12 1.100000 1648.800000 -5.200000 -0.310000 1653.999996
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 1.660000 508.170000 -25.830000 -4.840000 533.999999
International Petroleum Corp. 5 0.530000 565.500000 -29.070000 -4.890000 594.565215
Essity B 2 -1.500000 537.200000 -36.800000 -6.410000 574.000000
Vivesto 1368 -1.900000 550.210000 -62.790000 -10.240000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
OX2 22 4.540000 1850.200000 -138.800000 -6.980000 1989.000002
Beijer Electronics Group 27 -1.980000 2943.000000 -141.000000 -4.570000 3083.999994
Axfood 15 -3.240000 3903.000000 -397.000000 -9.230000 4300.000005
Ovzon 64 -0.190000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48467.620000 -619.950000 -0.53461% 49087.564636

Updated:¶

'2023-02-01 13:10:43.135116'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶